+124.4%
VGT vs VFC
-27.2%
+151.7%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | +0.2% |
| 7D | +1.5% | -2.3% | +3.8% | +1.8% |
| 30D | +0.5% | -13.4% | +13.9% | +2.5% |
| 3M | +5.3% | -23.7% | +29.0% | +8.8% |
| 6M | +32.4% | -24.5% | +56.9% | +36.8% |
| YTD | +28.6% | -27.8% | +56.4% | +33.4% |
| 1Y | +37.6% | -13.5% | +51.1% | +38.3% |
| All | +124.4% | -27.2% | +151.7% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling